Del 7 - Bocconi & Springer Series

Stochastic Analysis for Poisson Point Processes

Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry

Häftad, Engelska, 2018

1 819 kr

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Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics.

Produktinformation

Utgivningsdatum2018-05-30
Mått155 x 235 x 20 mm
Vikt552 g
FormatHäftad
SpråkEngelska
SerieBocconi & Springer Series
Antal sidor346
FörlagSpringer International Publishing AG
ISBN9783319791470

Tillhör följande kategorier

1 Stochastic analysis for Poisson processes.- 2 Combinatorics of Poisson stochastic integrals with random integrands.- 3 Variational analysis of Poisson processes.- 4 Malliavin calculus for stochastic processes and random measures with independent increments.- 5 Introduction to stochastic geometry.- 6 The Malliavin-Stein method on the Poisson space.- 7 U-statistics in stochastic geometry.- 8 Poisson point process convergence and extreme values in stochastic geometry.- 9 U-statistics on the spherical Poisson space.- 10 Determinantal point processes.

“The chapters are mostly self-contained—with ample references to the current literature—but style and notation are carefully harmonized, so that the text can be used and read in different ways: as always, linear reading from cover to cover is possible, but also the selective reader will find it easy to extract information from the text, and so will anyone searching for a quick reference.” (René L. Schilling, Mathematical Reviews, March, 2018)